+148.6%
TE vs RMBS
+16.3%
+132.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.6% |
| 7D | -4.0% | -0.3% | -3.6% | -3.8% |
| 30D | -15.9% | -12.2% | -3.7% | -9.7% |
| 3M | -60.5% | -49.5% | -11.0% | -43.8% |
| 6M | -35.2% | -7.1% | -28.1% | -26.5% |
| YTD | -31.1% | -7.0% | -24.1% | -23.7% |
| 1Y | +148.6% | +13.3% | +135.3% | +203.9% |
| All | +148.6% | +16.3% | +132.4% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling